Goldman Sachs Group Inc/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.10% (+4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3820 | 7.07 | |
| 0.0776 | 6.76 | |
| 0.8829 | 46.89 | |
| -0.1198 | -3.20 | |
| 0.2864 | 4.77 | |
| -0.3125 | -6.11 | |
| 0.2188 | 4.36 | |
| -0.0703 | -1.46 | |
| -0.0128 | -0.29 | |
| 0.0085 | 0.28 |
Estimation Period:
May 4, 1999 to Feb 6, 2026
May 4, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Goldman Sachs Group Inc/The Analyses
Other Zero Slope Spline-GARCH Analyses on Equities